Testing the (Parametric) Null Model Hypothesis in (Semiparametric) Partial and Generalized Spline Models

作者: Dennis Cox , Eunmee Koh , Grace Wahba , Brian S. Yandell

DOI: 10.1214/AOS/1176350693

关键词:

摘要: On etend les resultats de Cox et Koh (1986) aux modeles generalises Wahba (1985) a divers autres splines partiels. montre que la statistique test une relation etroite avec le comportement fonction validation croisee generalisee

参考文章(14)
Nancy E. Heckman, Spline Smoothing in a Partly Linear Model Journal of the royal statistical society series b-methodological. ,vol. 48, pp. 244- 248 ,(1986) , 10.1111/J.2517-6161.1986.TB01407.X
Grace Wahba, Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in Regression Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 40, pp. 364- 372 ,(1978) , 10.1111/J.2517-6161.1978.TB01050.X
J. J. Dongarra, C. B. Moler, G. W. Stewart, J. R. Bunch, LINPACK Users' Guide ,(1987)
Douglas M. Bates, Mary J Lindstrom, Grace Wahba, Brian S Yandell, Gcvpack – routines for generalized cross validation Communications in Statistics - Simulation and Computation. ,vol. 16, pp. 263- 297 ,(1987) , 10.1080/03610918708812590
Peter Green, Christopher Jennison, Allan Seheult, Analysis of Field Experiments by Least Squares Smoothing Journal of the royal statistical society series b-methodological. ,vol. 47, pp. 299- 315 ,(1985) , 10.1111/J.2517-6161.1985.TB01358.X
Robert Shiller, Smoothness Priors and Nonlinear Regression Journal of the American Statistical Association. ,vol. 79, pp. 609- 615 ,(1984) , 10.3386/T0025
Peter J. Green, Penalized Likelihood for General Semi-Parametric Regression Models. International Statistical Review. ,vol. 55, pp. 245- 259 ,(1987) , 10.2307/1403404
L. A. Shepp, Radon-Nikodym Derivatives of Gaussian Measures Annals of Mathematical Statistics. ,vol. 37, pp. 321- 354 ,(1966) , 10.1214/AOMS/1177699516
George Kimeldorf, Grace Wahba, Some results on Tchebycheffian spline functions Journal of Mathematical Analysis and Applications. ,vol. 33, pp. 82- 95 ,(1971) , 10.1016/0022-247X(71)90184-3
Robert F. Engle, C. W. J. Granger, John Rice, Andrew Weiss, Semiparametric Estimates of the Relation between Weather and Electricity Sales Journal of the American Statistical Association. ,vol. 81, pp. 310- 320 ,(1986) , 10.1080/01621459.1986.10478274